The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
| Year of publication: |
2003
|
|---|---|
| Authors: | Salau, M. |
| Published in: |
Statistical Papers. - Springer. - Vol. 44.2003, 1, p. 89-105
|
| Publisher: |
Springer |
| Subject: | Autoregressive approximation | Autoregressive moving average model | Burg’s algorithm | Gaussian likelihood estimates | Order selection criteria | Simulation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391192